A Comparative Analysis of Confidence Interval Methods in Sequential Target Trial Emulation
26 May 2025
→ More and more common to use observational data
How do non-parametric bootstrap confidence intervals compare to the sandwich-type confidence intervals?
TargetTrialEmulation.jl
| Method | Closest to 95% |
|---|---|
| Sandwich | 24.7% |
| Empirical | 36.3% |
| Percentile | 39.0% |
Table: Proportion of simulation scenarios where the method’s coverage was closest to the nominal 95% target.
Non-parametric bootstrap shows potential, but more research needed
Alternative: Bias-corrected accelerated bootstrap
Computational efficiency
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Su, L., Rezvani, R., Seaman, S. R., Starr, C., & Gravestock, I. (2024). TrialEmulation: An R package to emulate target trials for causal analysis of observational time-to-event data. arXiv. https://arxiv.org/abs/2401.12345
Figure: Coverage of 95% intervals results for sample sizes 200, 1000, and 5000. The green line denotes the empirical bootstrap CI, the blue line denotes percentile bootstrap CI, and the red line denotes the sandwich-type CI.
Figure: Width of 95% intervals results for sample sizes 200, 1000, and 5000. The red line denotes the bootstrap CIs, the blue line denotes the sandwich-type CIs.
Florian Metwaly